回测报告 - ETHUSDT

总收益率

4586.04%

最大回撤

59.53%

夏普比率

0.33

胜率

70.59%

盈亏比

2.53

交易次数

杠杆倍数

16x

止损触发

⚙️ 回测参数

交易对: ETHUSDT

周期: 30min

策略: MACDStrategy

杠杆: 16x

初始资金: 10,000 USDT

仓位比例: 81%

止损率: 8.3%

止盈率: 4.7%

手续费率: 0.04%

策略参数: trade_mode=long_only, hist_filter=3.39, fast_period=12, slow_period=26, signal_period=9

📈 K线图与交易标记

📊 MACD指标

💰 权益曲线

📉 回撤曲线

📋 交易记录

开仓时间	平仓时间	开仓价	平仓价	数量	盈亏	平仓原因
2025-01-15 13:30:00+00:00	2025-01-15 20:00:00+00:00	3297.01	3450.32	2.4568	6023.01	take_profit
2025-01-19 13:30:00+00:00	2025-01-19 17:00:00+00:00	3276.29	3428.64	3.9606	9648.72	take_profit
2025-02-25 11:30:00+00:00	2025-02-26 03:30:00+00:00	2432.39	2489.78	8.5460	7838.79	signal
2025-03-04 17:00:00+00:00	2025-03-04 21:00:00+00:00	2119.59	2218.15	12.7996	20173.33	take_profit
2025-05-09 07:30:00+00:00	2025-05-09 08:30:00+00:00	2363.81	2473.73	18.3862	32317.22	take_profit
2025-05-12 07:00:00+00:00	2025-05-12 11:30:00+00:00	2597.69	2529.34	26.8024	-29338.27	signal
2025-08-12 12:30:00+00:00	2025-08-12 20:00:00+00:00	4404.92	4609.75	10.4061	34084.20	take_profit
2025-08-20 15:00:00+00:00	2025-08-20 23:30:00+00:00	4296.53	4334.50	17.0908	10353.38	signal
2025-08-22 14:00:00+00:00	2025-08-22 17:00:00+00:00	4576.15	4788.94	17.8739	60820.26	take_profit
2025-08-26 01:30:00+00:00	2025-08-26 23:00:00+00:00	4418.83	4624.31	29.6530	97432.65	take_profit
2025-10-11 02:30:00+00:00	2025-10-11 19:00:00+00:00	3839.04	3766.22	54.6776	-63788.36	signal
2025-10-12 14:30:00+00:00	2025-10-12 16:30:00+00:00	3973.44	4158.20	39.8076	117614.50	take_profit
2025-11-04 23:30:00+00:00	2025-11-05 17:00:00+00:00	3285.28	3438.05	77.1287	188415.71	take_profit
2025-11-14 14:30:00+00:00	2025-11-14 20:30:00+00:00	3197.85	3136.22	126.9366	-125328.86	signal
2025-11-21 13:00:00+00:00	2025-11-22 04:00:00+00:00	2735.37	2735.35	111.2377	-157.31	signal
2026-02-03 20:30:00+00:00	2026-02-04 09:30:00+00:00	2298.93	2259.89	132.2573	-82732.74	signal
2026-02-06 01:00:00+00:00	2026-02-06 14:30:00+00:00	1895.95	1984.11	124.9707	176182.83	take_profit

📊 回测报告 - ETHUSDT